+207.2%
UMC vs ESTC
+7.3%
+199.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -4.5% | +9.1% | +4.7% |
| 7D | +5.0% | -8.1% | +13.1% | +5.2% |
| 30D | +7.7% | +31.7% | -24.0% | +6.5% |
| 3M | +1.7% | +41.1% | -39.4% | +0.8% |
| 6M | +113.9% | +77.1% | +36.9% | +109.3% |
| YTD | +168.9% | +21.7% | +147.2% | +170.4% |
| 1Y | +207.2% | +8.4% | +198.8% | +213.5% |
| All | +207.2% | +7.3% | +199.9% | +213.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ESTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling